+687.9%
NFLX vs COP
+334.3%
+353.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | -0.3% | +11.7% | -12.1% | -1.9% |
| 3M | -6.6% | +17.7% | -24.3% | -8.9% |
| 6M | -22.7% | +18.3% | -41.0% | -24.8% |
| YTD | -18.9% | +49.1% | -68.0% | -23.8% |
| 1Y | -39.8% | +53.3% | -93.1% | -43.8% |
| 3Y | +71.7% | +22.2% | +49.5% | +63.9% |
| 5Y | +27.2% | +193.3% | -166.1% | +6.2% |
| 10Y | +687.9% | +340.2% | +347.6% | +557.7% |
| All | +687.9% | +334.3% | +353.6% | +557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling